| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EH | GXX | 74.000 | 7.50 | - | L | - | - | - | 26.19% | - | Gpqbrizf | EPEC | - | 195 | YEHS+195 | - | - |
| VR | JET | 899.000 | 6.00 | - | OOO | - | - | - | 87.50% | - | Cayfmiax | CMLN | - | 108 | QYHR+108 | - | - |
| LD | VBV | 80.000 | 7.80 | - | QQ | - | - | - | 70.50% | - | Pemxcxdo | WEAC | - | 160 | IKVH+160 | - | - |
| PZ | EIX | 24.000 | 1.70 | - | SS- | - | - | - | 8.77% | - | Knzdyjtn | QQCM | - | 570 | BVOS+570 | - | - |
| YE | CSP | 60.000 | 6.90 | - | XXX- | - | - | - | 75.91% | - | Byufaiix | YDDS | - | 300 | WZQI+300 | - | - |
Tranche Comments
VR: Redemption: 2025-09-18; Registration: 144M/Zqi I;
LD: Redemption: 2025-09-18; Registration: 144Y/Yek M;
EH: Redemption: 2025-09-18; Registration: 144O/Rdx E;
YE: Redemption: 2025-09-18; Registration: 144Y/Gxb A;
PZ: Redemption: 2025-09-18; Registration: 144D/Kpa S;
Deal Comments
Fwmxssszxsn. Bes Vszz Swzxedk 0.5
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Dec 5, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LHZ | 85.000 | - | - | - | KK | - | - | 48.00% | - | Ifxwjfnp | WNPV | - | 180 | SXJR+180 | - | 312.00000 |
| Ewkbfz | GGO | 94.150 | - | FX | - | GD | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | CKF | 48.000 | - | - | - | QQQ- | - | - | 81.00% | - | Fhydhzmk | HKKH | - | 320 | QJXO+320 | - | 153.00000 |
| N | FZW | 67.000 | - | - | - | EE- | - | - | 6.00% | - | Mwbrvezc | ELTS | - | 650 | MHOT+650 | - | 724.00000 |
| M-2 | YEA | 8.000 | - | - | - | AAA- | - | - | 89.00% | - | Mxlhuzfo | ILFQ | - | 440 | UJED+440 | - | 721.00000 |
| A | BOZ | 55.000 | - | - | - | T | - | - | 58.00% | - | Fyymhisg | KXGL | - | 210 | IZFH+210 | - | 593.00000 |
| G-2 | JKB | 19.000 | - | - | - | LLL | - | - | 56.00% | - | Awfwesfq | ZJPK | - | 162 | XMFP+162 | - | 448.00000 |
| G-1 | QSH | 471.000 | - | Unn | - | - | - | - | 58.00% | - | Ylbdkdpd | WPYP | - | 142 | XZET+142 | - | 852.00000 |
Tranche Comments
G-1: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144N/Mso M;
G-2: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144O/Jpk A;
X: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144U/Aow L;
A: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144B/Dji I;
D-1: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144E/Khi L;
M-2: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144X/Xfz E;
N: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144Y/Jif G;
Ewkbfz: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144E/Fbl H;
Deal Comments
Kcm Gass Klywcmf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 8, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MK | QWP | 17.000 | - | - | H | - | - | - | 50.00% | - | Yqelddpe | SKXZ | 205-215 | 215 | WJBW+215 | - | - |
| P1B | GBK | 485.600 | - | - | XXX | - | - | - | 90.00% | - | Ijyoybuu | ZTCV | - | 137 | NBJA+137 | - | - |
| Q1W | EBP | 37.000 | - | - | BBB- | - | - | - | 38.00% | - | Ofuvctza | ACCC | 315-325 | 340 | YOQX+340 | - | - |
| D | RGK | 4.000 | - | - | NNN | - | - | - | - | - | Bjjmajya | SHGC | 100r | 105 | ILKL+105 | - | - |
| SA | AWH | 89.810 | - | - | PP- | - | - | - | 7.70% | - | Mbzqpsee | VSZY | 650-675 | 768 | LMPO+768 | - | - |
| OZ | CUV | 9.100 | - | - | X- | - | - | - | 5.80% | - | Rbkrpvmz | NIGJ | 850-875 | 1000 | NBJI+1000 | - | - |
| Rhj | GYM | 18.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T2Z | MXS | 4.430 | - | - | NNN | - | - | - | 23.20% | - | Fjbskeyw | PKPC | 155j | 163 | EXFC+163 | - | - |
| M2Z | QLM | 5.685 | - | - | EEE- | - | - | - | 45.93% | - | Efjml | - | 435-450 | - | 7.743% | - | - |
| SF | USU | 45.530 | - | - | WW | - | - | - | 29.00% | - | Eibozvik | JZND | 170x | 180 | YEHC+180 | - | - |
Tranche Comments
D: Redemption: 2026-09-12; Registration: 144H/Gwg H;
P1B: Redemption: 2026-09-12; Registration: 144M/Usl N;
T2Z: Redemption: 2026-09-12; Registration: 144Y/Hid Z;
SF: Redemption: 2026-09-12; Registration: 144A/Iqs V;
MK: Redemption: 2026-09-12; Registration: 144U/Pjd V;
Q1W: Redemption: 2026-09-12; Registration: 144B/Ybf Z;
M2Z: Redemption: 2026-09-12; Registration: 144A/Ctp S;
SA: Redemption: 2026-09-12; Registration: 144E/Pby J;
OZ: Redemption: 2026-09-12; Registration: 144V/Ryg O;
Rhj: Redemption: 2026-09-12; Registration: 144O/Jrg M;
Deal Comments
Kpbpy. Oxn Nhll Tpcuxwe 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 9, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | PED | 4.000 | 2.30 | - | - | III | - | - | 73.00% | - | Jwvotrbq | XVVR | - | 180 | ZKNP+180 | - | 681.00000 |
| Q | UKC | 62.000 | 6.75 | - | - | D | - | - | 24.00% | - | Tfvkhzih | KUJO | - | 250 | NGDU+250 | - | 193.00000 |
| R1 | PBZ | 680.000 | 7.66 | Sll | - | - | - | - | 88.00% | - | Ldvwzuyq | YCVH | - | 160 | MOJH+160 | - | 252.00000 |
| C | BKZ | 63.000 | 8.48 | - | - | VV | - | - | 50.00% | - | Jwboycdp | UWQJ | - | 210 | KLTQ+210 | - | 741.00000 |
| R | RES | 72.000 | 1.65 | - | - | RRR- | - | - | 53.00% | - | Lbqxoudl | HKIY | - | 375 | MXWV+375 | - | 461.00000 |
| Y | ARU | 19.000 | 27.00 | - | - | HH- | - | - | 6.49% | - | Rrbqvrmh | CYZX | - | 680 | VHSI+680 | - | 297.00000 |
| NZ | FLZ | 39.000 | 2.17 | Wii | - | - | - | - | 88.00% | - | Eljbymiv | TZBA | - | 160 | GNTU+160 | - | 481.00000 |
| Wfooaf | PWU | 75.250 | - | NE | - | LW | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R1: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144T/Dqa Z;
NZ: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144I/Dtx E;
M2: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144M/Yfi H;
C: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144V/Tee Y;
Q: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144U/Prr O;
R: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144L/Fcz Q;
Y: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144M/Akj I;
Wfooaf: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144W/Zvi Y;
Deal Comments
Nzb Gcoo Glbazwh 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 6, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| lu Gozk | NIQ | 51.000 | - | - | YYY | - | - | - | - | - | Gqcxwshb | XYLQ | - | 195 | PYPE+195 | - | - |
| Y | VTY | 65.000 | - | - | III- | - | - | - | - | - | Emajaasw | ZTCN | - | 525 | VOYT+525 | - | - |
| T | NEK | 815.400 | - | - | BBB | - | - | - | - | - | Xwoasuju | TLYF | - | 195 | KWTG+195 | - | - |
| G-1 | IHX | 66.100 | - | - | CC | - | - | - | - | - | Hlzywtnf | JQMA | - | 250 | EMPN+250 | - | - |
| S-2 | MPX | 79.000 | - | - | FF | - | - | - | - | - | Svlgp | - | - | - | 6.189% | - | - |
| Q | PAJ | 40.000 | - | - | I | - | - | - | - | - | Qqslvrbf | WZCV | - | 325 | CKOX+325 | - | - |
| Q | PTC | 16.000 | - | - | II- | - | - | - | - | - | Tbhauxra | GWUO | - | 790 | DFOF+790 | - | - |
| Zpz | GWC | 83.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Redemption: 2025-03-30;
lu Gozk: Redemption: 2025-03-30;
G-1: Redemption: 2025-03-30;
S-2: Redemption: 2025-03-30;
Q: Redemption: 2025-03-30;
Y: Redemption: 2025-03-30;
Q: Redemption: 2025-03-30;
Zpz: Redemption: 2025-03-30;
Deal Comments
Shj Mybb Rphhhya 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 28, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WOQ | 38.000 | - | - | HHH- | - | - | - | 11.00% | - | Orfllpdj | SPYR | - | - | XJZR+320 | - | - |
| Uzg | KVA | 23.500 | - | - | PI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | PJF | 89.000 | - | - | U+ | - | - | - | 14.00% | - | Zcyvsrmg | IMIB | - | - | HPCS+210 | - | - |
| T | AEC | 47.000 | - | - | QQ- | - | - | - | 9.00% | - | Ybvfmqsh | IUSS | - | - | KMZE+675 | - | - |
| H | CUJ | 883.000 | - | - | LLL | - | - | - | 22.00% | - | Hywqthvk | PETX | - | - | EJUO+138 | - | - |
| Q | CQA | 15.000 | - | - | XX | - | - | - | 43.00% | - | Crywwfox | VCKY | - | - | AYVL+190 | - | - |
Tranche Comments
H: Redemption: 2024-03-29;
Q: Redemption: 2024-03-29;
Y: Redemption: 2024-03-29;
R: Redemption: 2024-03-29;
T: Redemption: 2024-03-29;
Uzg: Redemption: 2024-03-29;
Deal Comments
Ktk Conn Pjsftyd 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 22, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nin | NMT | 38.800 | - | - | DB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | CFN | 65.000 | - | - | XX- | - | - | - | 5.00% | - | Cejspdkd | 3lR | - | 645 | 3zG+645 | - | - |
| Y | HCC | 14.000 | - | - | GGG- | - | - | - | 15.82% | - | Qrzuvuvm | 3fY | - | 330 | 3jA+330 | - | - |
| U | WLG | 808.000 | - | - | FFF | - | - | - | 32.00% | - | Qvmvdjek | 3kI | - | 120 | 3nG+120 | - | - |
| B | IGR | 55.000 | - | - | J | - | - | - | 21.00% | - | Ebvqbhlk | 3tG | - | 220 | 3sJ+220 | - | - |
| D | XVV | 37.000 | - | - | XX | - | - | - | 57.00% | - | Iffcfjbp | 3hA | - | 175 | 3eN+175 | - | - |
Tranche Comments
U: Redemption: 2023-10-15; Registration: 144A/Nlf D;
D: Redemption: 2023-10-15; Registration: 144L/Pps R;
B: Redemption: 2023-10-15; Registration: 144X/Fhu E;
Y: Redemption: 2023-10-15; Registration: 144W/Uhh U;
H: Redemption: 2023-10-15; Registration: 144M/Kks E;
Nin: Redemption: 2023-10-15; Registration: 144F/Xbr N;
Deal Comments
Ljs Ryjj Vfaajhd 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 22, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NXP | 56.100 | - | M2 | - | - | - | - | - | - | Vybbyipu | 3zC | - | - | 3aU+200 | - | - |
| Pyf | IIO | 84.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | KKN | 10.800 | - | Go2 | - | - | - | - | - | - | Oxeclkjm | 3pO | - | - | 3nR+165 | - | - |
| N | KMA | 96.530 | - | Aii3 | - | - | - | - | - | - | Iwquzlir | 3iC | - | - | 3mR+295 | - | - |
| T | JTF | 142.000 | - | Rbb | - | OOO | - | - | - | - | Rdjbctdc | 3mB | - | - | 3xH+105 | - | - |
| V | CTW | 25.600 | - | Qz3 | - | - | - | - | - | - | Skdpymhk | 3yK | - | - | 3jT+587 | - | - |